BID-ASK SPREADS, VOLATILITY, QUOTE REVISIONS, AND TRADES OF THINLY TRADED FUTURES CONTRACTS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 5, p. 455, doi. 10.1002/fut.10071
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 5
Results: 4
1
2
ANALYTIC APPROXIMATION FORMULAE FOR PRICING FORWARD-STARTING ASIAN OPTIONS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 5, p. 487, doi. 10.1002/fut.10070
- By:
- Publication type:
- Article
3
THE INFORMATION CONTENT OF IMPLIED VOLATILITY IN AGRICULTURAL COMMODITY MARKETS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 5, p. 441, doi. 10.1002/fut.10069
- By:
- Publication type:
- Article
4
PRICING OF MOVING-AVERAGE-TYPE OPTIONS WITH APPLICATIONS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 5, p. 415, doi. 10.1002/fut.10072
- By:
- Publication type:
- Article